python常用的检验方法

一:Z检验

#数据: price_earnings_ratio 利率
import pandas as pd
import numpy as np
import statsmodels.stats.weightstats as sw

z_mean = data['price_earnings_ratio'].fillna(0).mean() 
print('均值:',z_mean)
z_std = data['price_earnings_ratio'].fillna(0).std()
print('标准差:',z_std)

# H0 : 基金费率均值=16
# H1 : 基金费率均值!=16
# α = 0.05

z_result = sw.ztest(data['price_earnings_ratio'].fillna(0),value=15,alternative='two-sided')

if z_result[1]>= 0.05:
    print(z_result[1],'接受H0')
else:
    print(z_result[1],'接受H1')

二:t 检验

#数据: price_book_ratio 账面利率  
# 配对样本t检验
import pandas as pd
import numpy as np
import scipy.stats as st

data2 = data['price_book_ratio'].dropna()
data3 = data